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Re: st: nlogit null model log likelihood: will clogit suffice?


From   "Arne Risa Hole" <[email protected]>
To   [email protected]
Subject   Re: st: nlogit null model log likelihood: will clogit suffice?
Date   Sun, 8 Apr 2007 18:21:39 +0100

Hi John,

It depends on what you think of as the null model - if the null model
is a Nested Logit with the coefficients constrained to zero and the IV
parameters constrained to unity then -clogit- gives you the correct
log-likelihood. Note that when the decision-makers face the same
number of alternatives this is simply given by N*ln(1/J), where N is
the number of choices and J the number of alternatives. In most
applications, however, it would be natural to test the unconstrained
-clogit- against this null model and then the unconstrained -nlogit-
against the unconstrained -clogit-, the former being a joint test of
the coefficients being equal to zero and the latter a joint test of
the IV parameters being equal to unity.

Hope this helps.

Arne

On 08/04/07, John Fulton <[email protected]> wrote:
Hello statalisters.
I need to get the null-model log likelihood from -nlogit-.
I can't think of a way to do it, because -nlogit's- syntax requires
nesting information,
as in this example, where the dependent variable (which indicates the
chosen alternative)
is "chosen," and the group is identified by "group_id":
    . nlogit chosen (nest1=var1) (nest2=var2), group(group_id)

But I don't want the log likelihood with var1 and var2 in the model.

I tried this:
    . nlogit chosen , group(group_id)
    and was told "varlist not allowed"

If I do this:
    . clogit chosen, group(group_id)
    I get the log likelihood of the null model.

Is there any reason this isn't a valid log likelihood for the null -nlogit-?

Thank you.
John.



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